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Liu, Zhuoshi
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Spencer, Peter
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Journal of banking & finance
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Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
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ECONIS (ZBW)
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Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009
Liu, Zhuoshi
;
Spencer, Peter
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10010053711
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2
An open-economy macro-finance model of international interdependence: The OECD, US and the UK
Spencer, Peter
;
Liu, Zhuoshi
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 667-681
Persistent link: https://www.econbiz.de/10008352536
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3
An admissible term structure model of sovereign yield spreads with macro factors : the case of Brazilian global bonds
Liu, Zhuoshi
;
Spencer, Peter
- In:
Papers in money, macroeconomics and finance : …
77
(
2009
),
pp. 108-125
Persistent link: https://www.econbiz.de/10009938392
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